﻿using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;

namespace MatrixWebApiCore.Entity
{

    public class IncomeRiskOut
    {
        public string Key { get; set; }
        public List<IncomeRisk> Value { get; set; }
    }
    //最内层
    public  class IncomeRisk
    {
        public string Key { get; set; }
        public IncomeRiskValue Value { get; set; }
    }

    public class IncomeRiskValue
    {
        /// <summary>
        /// 累计收益率
        /// </summary>
        public double TotalProfitRat { get; set; }
        /// <summary>
        /// 超额收益率
        /// </summary>
        public double ExcessProfitRat { get; set; }
        /// <summary>
        /// 年化收益率
        /// </summary>
        public double YearReturns { get; set; }
        /// <summary>
        /// 最大回撤率 
        /// </summary>
        public double MaxDrawDownRate { get; set; }
        /// <summary>
        /// 信息比率
        /// </summary>
        public double MessageRatio { get; set; }
        /// <summary>
        /// 年化夏普比率
        /// </summary>
        public double YearSharpRatio { get; set; }
        /// <summary>
        ///  收益波动率 
        /// </summary>
        public double WaveRatio { get; set; }
        /// <summary>
        /// 年化收益波动率
        /// </summary>
        public double YearWaveRatio { get; set; }
        /// <summary>
        /// 下行风险 
        /// </summary>
        public double DownsideRisk { get; set; }
        /// <summary>
        /// 年化下行风险
        /// </summary>
        public double YearDownsideRisk { get; set; }
        /// <summary>
        /// 索提诺比率
        /// </summary>
        public double SortinoRatio { get; set; }
        /// <summary>
        /// 跟踪误差
        /// </summary>
        public double TrackingError { get; set; }
        /// <summary>
        /// 盈亏比例 
        /// </summary>
        public double ProfitLossRatio { get; set; }
        /// <summary>
        /// 最长恢复周期
        /// </summary>
        public double MaxRecoveryCycle { get; set; }
       
        public double Alpha { get; set; }
        public double Beta { get; set; }
        /// <summary>
        /// 卡玛比率
        /// </summary>
        public double KumarRatio { get; set; }
        /// <summary>
        /// 胜率
        /// </summary>
        public double WinningRatio { get; set; }
    }
}
